-62.8%
CSGP vs ALK
+2.1%
-64.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.6% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +2.3% | -19.2% | +21.5% | +4.7% |
| 3M | -8.2% | -1.5% | -6.6% | -8.4% |
| 6M | -35.1% | -13.1% | -22.0% | -34.4% |
| YTD | -54.0% | -16.4% | -37.6% | -53.6% |
| 1Y | -65.3% | -33.1% | -32.2% | -63.8% |
| All | -62.8% | +2.1% | -64.9% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling